Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.569250 0.638470 0.716256 0.810844 0.923710 1.055294 1.222131
2024-12-08 00:00:00+00:00 0.471250 0.553035 0.651112 0.779322 0.945463 1.157827 1.457289
2024-12-15 00:00:00+00:00 0.425230 0.517635 0.634540 0.797099 1.023786 1.339481 1.833864
2024-12-22 00:00:00+00:00 0.396513 0.498142 0.632880 0.830985 1.126896 1.575079 2.357466
2024-12-29 00:00:00+00:00 0.367570 0.473778 0.620126 0.845714 1.203583 1.788754 2.923162
2025-01-05 00:00:00+00:00 0.342378 0.451060 0.605884 0.854708 1.271638 2.004513 3.581750
2025-01-12 00:00:00+00:00 0.317491 0.425801 0.584386 0.848357 1.312055 2.181547 4.246248
2025-01-19 00:00:00+00:00 0.289070 0.392578 0.547102 0.810896 1.290645 2.235279 4.659980
2025-01-26 00:00:00+00:00 0.274954 0.379280 0.538868 0.820205 1.355443 2.480441 5.700952
2025-02-02 00:00:00+00:00 0.262900 0.367938 0.532309 0.831064 1.424859 2.757436 7.041066
2025-02-09 00:00:00+00:00 0.248589 0.351853 0.516360 0.822714 1.453635 2.949306 8.276417
2025-02-16 00:00:00+00:00 0.238253 0.341223 0.508372 0.827819 1.511590 3.235017 10.165489
2025-02-23 00:00:00+00:00 0.220963 0.318661 0.479024 0.790279 1.472297 3.258088 11.032958
2025-03-02 00:00:00+00:00 0.206022 0.299027 0.453269 0.757014 1.437503 3.286055 12.002805
2025-03-09 00:00:00+00:00 0.200008 0.293701 0.452033 0.772281 1.520176 3.700869 15.807510
2025-03-16 00:00:00+00:00 0.196773 0.292713 0.458294 0.803519 1.649587 4.336562 22.865568
2025-03-23 00:00:00+00:00 0.191255 0.287429 0.456212 0.816827 1.736456 4.879015 31.526459
2025-03-30 00:00:00+00:00 0.185477 0.281298 0.452007 0.824928 1.811579 5.428555 43.667536
2025-04-06 00:00:00+00:00 0.178389 0.272436 0.441922 0.818594 1.844443 5.825933 57.174280
2025-04-13 00:00:00+00:00 0.168379 0.257888 0.419966 0.782763 1.782940 5.761110 61.995547
2025-04-20 00:00:00+00:00 0.164129 0.253410 0.417254 0.791521 1.859975 6.426622 93.184260
2025-04-27 00:00:00+00:00 0.160304 0.249469 0.415281 0.801789 1.945021 7.215985 151.496784
2025-05-04 00:00:00+00:00 0.154827 0.242231 0.406225 0.793803 1.968651 7.686516 220.204305